+63.9%
CSCO vs IEMG
+38.7%
+25.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.2% |
| 7D | -0.7% | +2.2% | -2.9% | -1.6% |
| 30D | -10.1% | +4.6% | -14.7% | -11.9% |
| 3M | -15.7% | +0.4% | -16.1% | -16.1% |
| 6M | +36.3% | +16.4% | +19.9% | +27.5% |
| YTD | +43.8% | +25.4% | +18.4% | +31.6% |
| 1Y | +63.9% | +38.3% | +25.7% | +50.0% |
| All | +63.9% | +38.7% | +25.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling